+688.6%
CAT vs TKO
+1,121.1%
-432.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +7.4% | +2.3% | +5.1% | +6.9% |
| 30D | -19.7% | +13.4% | -33.0% | -21.9% |
| 3M | -29.6% | -1.7% | -27.9% | -29.6% |
| 6M | -33.2% | +7.2% | -40.4% | -34.9% |
| YTD | +5.7% | -5.4% | +11.0% | +5.6% |
| 1Y | +9.3% | +8.7% | +0.7% | +5.7% |
| 3Y | +158.3% | +150.4% | +7.9% | +102.1% |
| 5Y | +211.6% | +276.6% | -65.0% | +114.1% |
| All | +688.6% | +1,121.1% | -432.5% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling